Mobius is right, you'll need to give them a call (I think their billing HO is in Luxembourg or something) and deactivate it that way. Then you can play through until the end of your subscription, then buy from Amazon.
I had a few issues recently with my debit card details getting declined when purchasing MS Points, which was pretty frustrating. The guy I spoke to sorted out my problems pretty quickly and he was generally very helpful.
I do find it frustrating how they don't have better account access via the dashboard, but I guess for security reasons it is better to handle that kind of sensitive information remotely.
Ed